Work

Hedging performance of Chinese stock index futures: An empirical analysis using wavelet analysis and flexible bivariate GARCH approaches

Year: 2013

Type: article

Source: Pacific-Basin Finance Journal

DOI: 10.1016/j.pacfin.2013.04.001

Authors: Yang Hou, Steven Li

Institutions: University of South Australia, RMIT University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2006465234

FWCI: 1.749

Cites: 40

Cited by: 27

Related to: 10